Number 1 - You MUST set up email verification so that you know where, when and from whom comments arrive on your posts.
You can find this in your settings. Add your own email address that you check most regularly, then you will be alerted whenever a comment arrives. You only have to click on the link in the email and you will be taken directly to your new comment.
This feature is crucial when you have used your blog for a while and have gazillions of posts. Without it you would never know if someone had commented on one of your old posts.